+262.8%
GDX vs SNOW
+104.1%
+158.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -1.7% |
| 7D | -0.4% | +2.8% | -3.2% | -0.7% |
| 30D | +18.6% | +6.4% | +12.2% | +17.8% |
| 3M | +14.9% | +38.1% | -23.2% | +11.7% |
| 6M | -6.3% | +100.4% | -106.6% | -12.0% |
| YTD | +15.7% | +53.7% | -38.0% | +11.3% |
| 1Y | +54.8% | +52.0% | +2.9% | +49.1% |
| All | +262.8% | +104.1% | +158.7% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SNOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling